Code: 04334311

Optimality and Risk - Modern Trends in Mathematical Finance

Name: Optimality and Risk - Modern Trends in Mathematical Finance
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 04334311
Price: 55.68 EUR
Availability: InStock
Author: Freddy Delbaen
ISBN: 9783642026072

by Freddy Delbaen, Miklós Rásonyi, Christophe Stricker

Language: English
Binding: Hardback
Number of pages: 266
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2009
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Book synopsis

Problems of stochastic optimization and various mathematical aspects of risk are the main themes of this contributed volume. The readers learn about the recent results and techniques of optimal investment, risk measures and derivative pricing. There are also papers touching upon credit risk, martingale theory and limit theorems. §Forefront researchers in probability and financial mathematics have contributed to this volume paying tribute to Yuri Kabanov, an eminent researcher in probability and mathematical finance, on the occasion of his 60th birthday. The volume gives a fair overview of these topics and the current approaches.